+31.6%
FAST vs MOH
+53.5%
-21.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.9% | -7.3% | +1.4% |
| 7D | +3.4% | +14.3% | -10.9% | +3.0% |
| 30D | +5.5% | +16.7% | -11.2% | +5.0% |
| 3M | +7.6% | +18.3% | -10.7% | +7.0% |
| 6M | +19.8% | +15.8% | +4.0% | +18.8% |
| YTD | +35.5% | +30.5% | +5.0% | +32.1% |
| 1Y | +31.6% | +49.3% | -17.6% | +26.0% |
| All | +31.6% | +53.5% | -21.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling